14 November 1989 QRD-Based Lattice Filter Algorithms.
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Abstract
A new lattice filter algorithm for adaptive filtering is presented. In common with other lattice algorithms for adaptive filtering, this algorithm only requires 0(p) operations for the solution of a p-th order problem. The algorithm is derived from the QR-decomposition (QRD) based recursive least squares minimisation algorithm and hence is expected to have superior numerical properties compared with other fast algorithms. This algorithm contains within it a new algo-rithm for solving the least squares linear prediction problem. The algorithms are presented in two forms: one that in-volves taking square-roots and one that does not. Some preliminary computer simulation results are presented that in-dicate that the output residuals produced by the new, fast adaptive filtering algorithm are in good agreement with those from the more established, 0(p2) QRD recursive least squares minimisation algorithm.
© (1989) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
I. K. Proudler, J. G. McWhirter, T. J. Shepherd, "QRD-Based Lattice Filter Algorithms.", Proc. SPIE 1152, Advanced Algorithms and Architectures for Signal Processing IV, (14 November 1989); doi: 10.1117/12.962265; https://doi.org/10.1117/12.962265
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